To Test Joint Linear Hypotheses in the Multiple Regression Model $F$

Short Answer

To test joint linear hypotheses in the multiple regression model, you need to a. compare the sums of squared residuals from the restricted and unrestricted model.
b. use the heteroskedasticity-robust $F$ -statistic.
c. use several $t$ -statistics and perform tests using the standard normal distribution.
d. compare the adjusted $R ^ { 2 }$ for the model which imposes the restrictions, and the unrestricted model.